Physical exercise is considered a useful non-pharmacological adjunctive treatment for promoting recovery from substance use disorders (SUD). However, adherence to physical exercise treatments is low, and little is known about what factors are associated with the initiation and maintenance of physical exercise behaviors. The aim of this study was to explore the psychosocial factors underlying these behaviors in individuals with SUD using an integrated theoretical model based on the health action process approach (HAPA) and the theory of planned behavior (TPB). A total of 1,197 individuals with SUDs (aged 37.20 ± 8.62 years) were recruited from 10 compulsory isolation drug rehabilitation centers in Zhejiang Province via convenience sampling according to a set of inclusion criteria. Self-reported data were collected to assess task self-efficacy (TSE), maintenance self-efficacy (MSE), recovery self-efficacy (RSE), outcome expectations (OE), action planning (AP), coping planning (CP), social support (SS), subjective norms (SN), attitude behavior (AB), behavioral intention (BI), perceived behavioral control (PBC), risk perception (RP), exercise stage, and exercise behavior in this integrated model. ANOVA and structural equation modeling (SEM) were used to evaluate this model. One-way ANOVA revealed that the majority of the moderating variables were significantly different in the exercise phase. Further SEM showed that the model fit the data and revealed several important relationships. TSE, RP, SS, AB, and SN were indirectly associated with physical exercise behavior in individuals with SUD through the BI in the SUD initiation stage. In addition, PBC was directly related to physical exercise behavior in individuals with SUD. In the maintenance stage, MSE, AP, CP and exercise behavior were significantly related. Moreover, AP and CP were mediators of BI and MSE. This study is the first attempt to integrate patterns of physical exercise behavior in individuals with SUD. The HAPA-TPB integration model provides a useful framework for identifying determinants of physical exercise behavioral intentions and behaviors in individuals with SUD and for explaining and predicting the initiation and maintenance of physical exercise behaviors in these individuals. Moreover, the model provides scientific guidance for the enhancement of physical exercise adherence in individuals with SUD.